For most, we just use the basic "going out for the evening" or "wanted to get away for the weekend." The Mrs. does have two people who aren't content to leave it at that with no further comment - her mother, and her best friend.
When her mother calls, it's like:
"Oh, you're not home?" Nope.
"Where are you at" Went away for the weekend.
"Oh. Where to?" City name, why do you ask?
"Oh, just in case I needed to get in touch with you" Just call my cell just like do every other time you call.
"Why are you going there?" Because we always have fun.
"Oh. Doing what?" Going out.
"Going out??" Going out.
"Out where?" You know, just around
"But what are you going to do?" Go out
By this time why are both trying to contain our laughter. It's become almost a tradition really. Every time we make a weekend club trip, it happens, so wouldn't seem the same without it. It reminds us of way back when and she would go through the same thrust and parry on her way out the door on a Saturday night. The cell call is always followed up by the call to the house to see if the munchkin or the babysitter has any more info they can give up on what we are really doing.
With the best friend, it's like -
"y'all sure do like to go up there. Y'all are up to something I think

" Shoulder shrug. Just goin' out